Almost periodic type solutions of differential equations with piecewise constant argument via almost periodic type sequences. - A. I. Alonso; Jialin Hong; Rafael Obaya (Appl. Math. Lett., 2000)

Symplectic integrations of inear discontinuous hamiltonian systems and an application to the numerical simulation of bounded solutions. - Jialin Hong; Ying Liu (Neural Parallel Sci. Comput., 2000)

Multisymplecticity of the centred box discretization for hamiltonian PDEs with m >= 2 space dimensions. - Jialin Hong; Meng-Zhao Qin (Appl. Math. Lett., 2002)

A novel numerical approach to simulating nonlinear Schro"dinger equations with varying coefficients. - Jialin Hong; Ying Liu (Appl. Math. Lett., 2003)

The Computation of Lyapunov Exponents for Periodic Trajectories. - Jialin Hong (Int. J. Bifurc. Chaos, 2005)

The multi-symplecticity of partitioned Runge-Kutta methods for Hamiltonian PDEs. - Jialin Hong; Hongyu Liu 001; Geng Sun (Math. Comput., 2006)

Existence of psi-bounded solutions for linear difference equations. - Yuliang Han; Jialin Hong (Appl. Math. Lett., 2007)

Multi-symplectic Runge-Kutta-Nyström methods for nonlinear Schrödinger equations with variable coefficients. - Jialin Hong; Xiao-Yan Liu; Chun Li (J. Comput. Phys., 2007)

Predictor-corrector methods for a linear stochastic oscillator with additive noise. - Jialin Hong; Rudolf Scherer; Lijin Wang (Math. Comput. Model., 2007)

Generating functions of multi-symplectic RK methods via DW Hamilton-Jacobi equations. - Jialin Hong; Yajuan Sun (Numerische Mathematik, 2008)

Symplectic integrator for nonlinear high order Schrödinger equation with a trapped term. - Linghua Kong; Jialin Hong; Lan Wang; Fangfang Fu (J. Comput. Appl. Math., 2009)

Explicit multi-symplectic methods for Klein-Gordon-Schrödinger equations. - Jialin Hong; Shanshan Jiang; Chun Li (J. Comput. Phys., 2009)

Accuracy of classical conservation laws for Hamiltonian PDEs under Runge-Kutta discretizations. - Jialin Hong; Shanshan Jiang; Chun Li (Numerische Mathematik, 2009)

Splitting multisymplectic integrators for Maxwell's equations. - Linghua Kong; Jialin Hong; Jingjing Zhang 003 (J. Comput. Phys., 2010)

High-order compact splitting multisymplectic method for the coupled nonlinear Schrödinger equations. - Yuanping Ma; Linghua Kong; Jialin Hong; Ying Cao (Comput. Math. Appl., 2011)

Symplectic structure-preserving integrators for the two-dimensional Gross-Pitaevskii equation for BEC. - Linghua Kong; Jialin Hong; Fangfang Fu; Jing Chen (J. Comput. Appl. Math., 2011)

Discrete Gradient Approach to Stochastic Differential Equations with a Conserved Quantity. - Jialin Hong; Shuxing Zhai; Jingjing Zhang 003 (SIAM J. Numer. Anal., 2011)

Solvability of concatenated Runge-Kutta equations for second-order nonlinear PDEs. - Jialin Hong; Chol Sim; Xiuling Yin (J. Comput. Appl. Math., 2013)

Energy-dissipation splitting finite-difference time-domain method for Maxwell equations with perfectly matched layers. - Jialin Hong; Lihai Ji; Linghua Kong (J. Comput. Phys., 2014)

A stochastic multi-symplectic scheme for stochastic Maxwell equations with additive noise. - Jialin Hong; Lihai Ji; Liying Zhang (J. Comput. Phys., 2014)

Two Energy-Conserved Splitting Methods for Three-Dimensional Time-Domain Maxwell's Equations and the Convergence Analysis. - Jiaxiang Cai; Jialin Hong; Yushun Wang; Yuezheng Gong (SIAM J. Numer. Anal., 2015)

Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods. - Chuchu Chen; Jialin Hong; Liying Zhang (J. Comput. Phys., 2016)

Symplectic Runge-Kutta Semidiscretization for Stochastic Schrödinger Equation. - Chuchu Chen; Jialin Hong (SIAM J. Numer. Anal., 2016)

Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise. - Weien Zhou; Jingjing Zhang 003; Jialin Hong; Songhe Song (J. Comput. Appl. Math., 2017)

Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion. - Jianbo Cui; Jialin Hong; Zhihui Liu; Weien Zhou (J. Comput. Phys., 2017)

An energy-conserving method for stochastic Maxwell equations with multiplicative noise. - Jialin Hong; Lihai Ji; Liying Zhang; Jiaxiang Cai (J. Comput. Phys., 2017)

Approximating Stochastic Evolution Equations with Additive White and Rough Noises. - Yanzhao Cao; Jialin Hong; Zhihui Liu (SIAM J. Numer. Anal., 2017)

High Order Conformal Symplectic and Ergodic Schemes for the Stochastic Langevin Equation via Generating Functions. - Jialin Hong; Liying Sun; Xu Wang (SIAM J. Numer. Anal., 2017)

Numerical Analysis on Ergodic Limit of Approximations for Stochastic NLS Equation via Multi-symplectic Scheme. - Jialin Hong; Xu Wang; Liying Zhang (SIAM J. Numer. Anal., 2017)

Dynamic Evaluation of Free-Form Curves and Surfaces. - Xunnian Yang; Jialin Hong (SIAM J. Sci. Comput., 2017)

Analysis of a Splitting Scheme for Damped Stochastic Nonlinear Schrödinger Equation with Multiplicative Noise. - Jianbo Cui; Jialin Hong (SIAM J. Numer. Anal., 2018)

Convergence in Density of Splitting AVF Scheme for Stochastic Langevin Equation. - Jianbo Cui; Jialin Hong; Derui Sheng (CoRR, 2019)

The superiority of stochastic symplectic methods for a linear stochastic oscillator via large deviations principles. - Chuchu Chen; Jialin Hong; Diancong Jin; Liying Sun (CoRR, 2019)

Approximation of Invariant Measures for Stochastic Differential Equations with Piecewise Continuous Arguments via Backward Euler Method. - Chuchu Chen; Jialin Hong; Yulan Lu (CoRR, 2019)

Stochastic modified equations for symplectic methods applied to rough Hamiltonian systems based on the Wong-Zakai approximation. - Chuchu Chen; Jialin Hong; Chuying Huang (CoRR, 2019)

Energy-preserving multi-symplectic Runge-Kutta methods for Hamiltonian wave equations. - Chuchu Chen; Jialin Hong; Chol Sim; Kwang Sonwu (CoRR, 2019)

Analysis of a full discretization of stochastic Cahn-Hilliard equation with unbounded noise diffusion. - Jianbo Cui; Jialin Hong (CoRR, 2019)

Strong convergence of a full discretization for stochastic wave equation with polynomial nonlinearity and addditive noise. - Jianbo Cui; Jialin Hong; Lihai Ji; Liying Sun (CoRR, 2019)

Runge-Kutta Semidiscretizations for Stochastic Maxwell Equations with Additive Noise. - Chuchu Chen; Jialin Hong; Lihai Ji (SIAM J. Numer. Anal., 2019)

Mean-Square Convergence of a Semidiscrete Scheme for Stochastic Maxwell Equations. - Chuchu Chen; Jialin Hong; Lihai Ji (SIAM J. Numer. Anal., 2019)

Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient. - Jianbo Cui; Jialin Hong (SIAM J. Numer. Anal., 2019)

Parareal Exponential θ-Scheme for Longtime Simulation of Stochastic Schrödinger Equations with Weak Damping. - Jialin Hong; Xu Wang; Liying Zhang (SIAM J. Sci. Comput., 2019)

Dynamic Evaluation of Exponential Polynomial Curves and Surfaces via Basis Transformation. - Xunnian Yang; Jialin Hong (SIAM J. Sci. Comput., 2019)

Large deviations principles for symplectic discretizations of stochastic linear Schrödinger Equation. - Chuchu Chen; Jialin Hong; Diancong Jin; Liying Sun (CoRR, 2020)

Structure-preserving numerical methods for stochastic Poisson systems. - Jialin Hong; Jialin Ruan; Liying Sun; Lijin Wang (CoRR, 2020)

Super-convergence analysis on exponential integrator for stochastic heat equation driven by additive fractional Brownian motion. - Jialin Hong; Chuying Huang (CoRR, 2020)

Convergence of Density Approximations for Stochastic Heat Equation. - Chuchu Chen; Jianbo Cui; Jialin Hong; Derui Sheng (CoRR, 2020)

Numerically asymptotical preservation of the large deviations principles for invariant measures of Langevin equations. - Jialin Hong; Diancong Jin; Derui Sheng; Liying Sun (CoRR, 2020)

Energy and quadratic invariants preserving (EQUIP) multi-symplectic methods for Hamiltonian wave equations. - Chuchu Chen; Jialin Hong; Chol Sim; Kwang Sonwu (J. Comput. Phys., 2020)

Exponential integrators for stochastic Maxwell's equations driven by Itô noise. - David Cohen; Jianbo Cui; Jialin Hong; Liying Sun (J. Comput. Phys., 2020)

A splitting semi-implicit method for stochastic incompressible Euler equations on T2. - Jialin Hong; Derui Sheng; Tau Zhou (CoRR, 2021)

Numerical approximations of one-point large deviations rate functions of stochastic differential equations with small noise. - Jialin Hong; Diancong Jin; Derui Sheng (CoRR, 2021)

A new efficient operator splitting method for stochastic Maxwell equations. - Chuchu Chen; Jialin Hong; Lihai Ji (CoRR, 2021)

Weak intermittency and second moment bound of a fully discrete scheme for stochastic heat equation. - Chuchu Chen; Tonghe Dang; Jialin Hong (CoRR, 2021)

Influences of Numerical Discretizations on Hitting Probabilities for Linear Stochastic Parabolic System. - Chuchu Chen; Jialin Hong; Derui Sheng (CoRR, 2021)

Large deviations principles of sample paths and invariant measures of numerical methods for parabolic SPDEs. - Chuchu Chen; Ziheng Chen 013; Jialin Hong; Diancong Jin (CoRR, 2021)

An adaptive time-stepping full discretization for stochastic Allen-Cahn equation. - Chuchu Chen; Tonghe Dang; Jialin Hong (CoRR, 2021)

Structure-preserving splitting methods for stochastic logarithmic Schrödinger equation via regularized energy approximation. - Jianbo Cui; Jialin Hong; Liying Sun (CoRR, 2021)

Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator. - Chuchu Chen; Jialin Hong; Diancong Jin; Liying Sun (SIAM J. Numer. Anal., 2021)

Strong Convergence of Full Discretization for Stochastic Cahn-Hilliard Equation Driven by Additive Noise. - Jianbo Cui; Jialin Hong; Liying Sun (SIAM J. Numer. Anal., 2021)

Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case. - Xinjie Dai; Jialin Hong; Derui Sheng; Tau Zhou (CoRR, 2022)

Convergence analysis of a finite difference method for stochastic Cahn-Hilliard equation. - Jialin Hong; Diancong Jin; Derui Sheng (CoRR, 2022)

Central limit theorem for full discretization of parabolic SPDE. - Chuchu Chen; Tonghe Dang; Jialin Hong; Tau Zhou (CoRR, 2022)

Finite difference method for stochastic Cahn-Hilliard equation: Strong convergence rate and density convergence. - Jialin Hong; Diancong Jin; Derui Sheng (CoRR, 2022)

Well-posedness and Mittag-Leffler Euler integrator for space-time fractional SPDEs with fractionally integrated additive noise. - Xinjie Dai; Jialin Hong; Derui Sheng (CoRR, 2022)

Semi-implicit energy-preserving numerical schemes for stochastic wave equation via SAV approach. - Jianbo Cui; Jialin Hong; Liying Sun (CoRR, 2022)

Convergence analysis of one-point large deviations rate functions of numerical discretizations for stochastic wave equations with small noise. - Diancong Jin; Jialin Hong; Derui Sheng (CoRR, 2022)

Ergodic numerical approximations for stochastic Maxwell equations. - Chuchu Chen; Jialin Hong; Lihai Ji; Ge Liang (CoRR, 2022)

An adaptive time-stepping fully discrete scheme for stochastic NLS equation: Strong convergence and numerical asymptotics. - Chuchu Chen; Tonghe Dang; Jialin Hong (CoRR, 2022)

Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems. - Chuchu Chen; Jialin Hong; Derui Sheng (J. Complex., 2022)

Three kinds of novel multi-symplectic methods for stochastic Hamiltonian partial differential equations. - Jialin Hong; Baohui Hou; Qiang Li; Liying Sun (J. Comput. Phys., 2022)

Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise. - Jialin Hong; Baohui Hou; Liying Sun (J. Comput. Phys., 2022)

Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation. - Jianbo Cui; Jialin Hong; Derui Sheng (Math. Comput., 2022)

Exponential superiority in probability of stochastic symplectic methods for linear stochastic oscillator. - Jialin Hong; Ge Liang; Derui Sheng (CoRR, 2023)

Error analysis of numerical methods on graded meshes for stochastic Volterra equations. - Xinjie Dai; Jialin Hong; Derui Sheng (CoRR, 2023)

Probabilistic limit behaviors of numerical discretizations for time-homogeneous Markov processes. - Chuchu Chen; Tonghe Dang; Jialin Hong; Guoting Song (CoRR, 2023)

Density convergence of a fully discrete finite difference method for stochastic Cahn-Hilliard equation. - Jialin Hong; Diancong Jin; Derui Sheng (Math. Comput., 2023)

Long-time dynamics of stochastic wave equation with dissipative damping and its full discretization: exponential ergodicity and strong law of large numbers. - Meng Cai; Chuchu Chen; Jialin Hong; Tau Zhou (CoRR, 2024)

Long-time weak convergence analysis of a semi-discrete scheme for stochastic Maxwell equations. - Chuchu Chen; Jialin Hong; Ge Liang (CoRR, 2024)

Longtime behaviors of θ-Euler-Maruyama method for stochastic functional differential equations. - Chuchu Chen; Tonghe Dang; Jialin Hong; Guoting Song (CoRR, 2024)

Superiority of stochastic symplectic methods via the law of iterated logarithm. - Chuchu Chen; Xinyu Chen; Tonghe Dang; Jialin Hong (CoRR, 2024)

Novel semi-explicit symplectic schemes for nonseparable stochastic Hamiltonian systems. - Jialin Hong; Baohui Hou; Liying Sun (CoRR, 2024)

Asymptotic error distribution of accelerated exponential Euler method for parabolic SPDEs. - Jialin Hong; Diancong Jin; Xu Wang; Guanlin Yang (CoRR, 2024)

On structure preservation for fully discrete finite difference schemes of stochastic heat equation with Lévy space-time white noise. - Chuchu Chen; Tonghe Dang; Jialin Hong (CoRR, 2024)

Lp-strong convergence orders of fully discrete schemes for the SPDE driven by Lévy noise. - Chuchu Chen; Tonghe Dang; Jialin Hong; Ziyi Lei (CoRR, 2024)

Novel structure-preserving schemes for stochastic Klein-Gordon-Schrödinger equations with additive noise. - Jialin Hong; Baohui Hou; Liying Sun; Xiaojing Zhang (J. Comput. Phys., 2024)

LRBF-Based energy-conserving time splitting schemes for the 2D Maxwell equations. - Rong Gao; Jialin Hong; Linghua Kong; Qi Wu (Commun. Nonlinear Sci. Numer. Simul., 2025)

A New Class of Splitting Methods That Preserve Ergodicity and Exponential Integrability for the Stochastic Langevin Equation. - Chuchu Chen; Tonghe Dang; Jialin Hong; Fengshan Zhang (SIAM J. Numer. Anal., 2025)